-2.0%
CMS vs FRMI
-77.3%
+75.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.5% | -11.0% | +0.5% |
| 7D | +1.2% | +23.3% | -22.1% | +1.2% |
| 30D | -3.2% | -7.6% | +4.5% | -3.2% |
| 3M | -2.2% | +0.2% | -2.4% | -2.3% |
| 6M | -9.4% | -28.7% | +19.3% | -9.4% |
| YTD | +0.7% | -28.6% | +29.3% | +0.9% |
| All | -2.0% | -77.3% | +75.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling